HSI Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.5709	11.08
$α$	0.2079	13.72
$β$	0.8178	47.24
$γ$	0.0214	1.10

V-Lab

REF Holdings Ltd EGARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:56.72% (-2.09%)

Date Range:

Parameter Estimates

News Impact Curve

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